RATS for UNIX 7.10. Run on Jul 15 2015
(c) 1992-2007 Thomas A. Doan. All rights reserved

Linear Regression - Estimation by Least Squares
HAC Standard Errors with Newey-West/Bartlett Window and 4 Lags
Dependent Variable HP_REVGAPVR
Quarterly Data From 1966:01 To 2006:04
Usable Observations    164      Degrees of Freedom   162
Centered R**2     0.013302      R Bar **2   0.007211
Uncentered R**2   0.511757      T x R**2      83.928
Mean of Dependent Variable      1.1318784453
Std Error of Dependent Variable 1.1236557199
Standard Error of Estimate      1.1195968414
Sum of Squared Residuals        203.06652814
Log Likelihood                    -250.22663
Durbin-Watson Statistic             0.421168

   Variable                     Coeff       Std Error      T-Stat     Signif
*******************************************************************************
1.  Constant                  1.200397514  0.188761192      6.35934  0.00000000
2.  DUM98Q1                  -0.312142426  0.322495257     -0.96790  0.33309545

Difference in means =       -0.31214

Statistics on Series T_OVN_STDDEV
Quarterly Data From 1947:01 To 3196:04
Observations              5000
Sample Mean           0.009106      Variance            1.627612
Standard Error        1.275779      of Sample Mean      0.018042
t-Statistic (Mean=0)  0.504687      Signif Level        0.613801
Skewness             -0.193919      Signif Level (Sk=0) 0.000000
Kurtosis (excess)     0.312639      Signif Level (Ku=0) 0.000007
Jarque-Bera          51.700358      Signif Level (JB=0) 0.000000

Minimum              -5.221424      Maximum             4.876724
01-%ile              -3.228287      99-%ile             2.940138
05-%ile              -2.174639      95-%ile             1.994015
10-%ile              -1.629767      90-%ile             1.591599
25-%ile              -0.791604      75-%ile             0.867695
Median                0.050585

